YQ Tsui d8764660dc [BUGFIX] allow sell in limit-up case and allow buy in limit-down case in topk strategy (#1407) ...

* 1) check limit_up/down should consider direction; 2) fix some typo, typehint etc

* fix error

* Update test_all_pipeline.py

Believe it's just some arbitrary number.
The excess return is expected to change when trading logic changes.

* add flag forbid_all_trade_at_limit to keep previous behivour for backward compatibility

2023-01-10 09:46:18 +08:00

..

backtest

Refine RL todos (#1332)

2022-11-10 21:10:11 +08:00

dataset_tests

add test/config.py

2021-05-28 13:24:47 +08:00

dependency_tests

Fix typo. (#1365)

2022-11-19 11:52:34 +08:00

misc

Add REG_US and REG_TW into test case: test_utils.py. (#1310)

2022-10-14 11:49:30 +08:00

ops

Use mock data for element operator tests. (#1330)

2022-10-30 16:27:59 +08:00

rl

Refine RL todos (#1332)

2022-11-10 21:10:11 +08:00

rolling_tests

split_CI (#1141)

2022-06-28 10:17:29 +08:00

storage_tests

Fix backtest (#719)

2021-12-07 19:04:23 +08:00

conftest.py

Qlib RL framework (stage 1) - single-asset order execution (#1076)

2022-05-21 18:19:24 +08:00

pytest.ini

split_CI (#1141)

2022-06-28 10:17:29 +08:00

test_all_pipeline.py

[BUGFIX] allow sell in limit-up case and allow buy in limit-down case in topk strategy (#1407)

2023-01-10 09:46:18 +08:00

test_contrib_model.py

Collect all contrib models in __init__ and add unit tests for init

2021-03-28 10:39:28 +00:00

test_contrib_workflow.py

optimize_CI (#1314)

2022-10-20 08:38:05 +08:00

test_dataset.py

optimize_CI (#1314)

2022-10-20 08:38:05 +08:00

test_dump_data.py

Reformat with black.

2021-03-08 19:43:03 +08:00

test_get_data.py

modify the default value of exists_skip in the GetData.qlib_data parameter to False

2021-05-28 14:57:06 +08:00

test_handler_storage.py

[930] Fix typo HasingStockStorage to HashingStockStorage. (#947)

2022-03-04 12:40:04 +08:00

test_pit.py

Update test_qlib_from_source_slow.yml's timeout setting. (#1178)

2022-07-06 20:44:10 +08:00

test_processor.py

Fix ZScoreNorm processor bug (#1398)

2022-12-30 20:42:37 +08:00

test_register_ops.py

add test/config.py

2021-05-28 13:24:47 +08:00

test_structured_cov_estimator.py

Reformat with black.

2021-03-08 19:32:13 +08:00

test_workflow.py

Set _artifact_uri when mlflow_run is not None. (#1367)

2022-11-19 11:56:30 +08:00